| Trading Metrics calculated at close of trading on 19-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2021 |
19-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1,787.8 |
1,780.0 |
-7.8 |
-0.4% |
1,753.5 |
| High |
1,791.5 |
1,789.3 |
-2.2 |
-0.1% |
1,777.4 |
| Low |
1,779.0 |
1,775.5 |
-3.5 |
-0.2% |
1,692.6 |
| Close |
1,781.6 |
1,780.2 |
-1.4 |
-0.1% |
1,775.2 |
| Range |
12.5 |
13.8 |
1.3 |
10.4% |
84.8 |
| ATR |
22.2 |
21.6 |
-0.6 |
-2.7% |
0.0 |
| Volume |
263 |
245 |
-18 |
-6.8% |
4,701 |
|
| Daily Pivots for day following 19-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,823.1 |
1,815.4 |
1,787.8 |
|
| R3 |
1,809.3 |
1,801.6 |
1,784.0 |
|
| R2 |
1,795.5 |
1,795.5 |
1,782.7 |
|
| R1 |
1,787.8 |
1,787.8 |
1,781.5 |
1,791.7 |
| PP |
1,781.7 |
1,781.7 |
1,781.7 |
1,783.6 |
| S1 |
1,774.0 |
1,774.0 |
1,778.9 |
1,777.9 |
| S2 |
1,767.9 |
1,767.9 |
1,777.7 |
|
| S3 |
1,754.1 |
1,760.2 |
1,776.4 |
|
| S4 |
1,740.3 |
1,746.4 |
1,772.6 |
|
|
| Weekly Pivots for week ending 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,002.8 |
1,973.8 |
1,821.8 |
|
| R3 |
1,918.0 |
1,889.0 |
1,798.5 |
|
| R2 |
1,833.2 |
1,833.2 |
1,790.7 |
|
| R1 |
1,804.2 |
1,804.2 |
1,783.0 |
1,818.7 |
| PP |
1,748.4 |
1,748.4 |
1,748.4 |
1,755.7 |
| S1 |
1,719.4 |
1,719.4 |
1,767.4 |
1,733.9 |
| S2 |
1,663.6 |
1,663.6 |
1,759.7 |
|
| S3 |
1,578.8 |
1,634.6 |
1,751.9 |
|
| S4 |
1,494.0 |
1,549.8 |
1,728.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,794.2 |
1,757.4 |
36.8 |
2.1% |
15.3 |
0.9% |
62% |
False |
False |
272 |
| 10 |
1,800.1 |
1,692.6 |
107.5 |
6.0% |
22.6 |
1.3% |
81% |
False |
False |
648 |
| 20 |
1,832.6 |
1,692.6 |
140.0 |
7.9% |
20.4 |
1.1% |
63% |
False |
False |
43,817 |
| 40 |
1,835.0 |
1,692.6 |
142.4 |
8.0% |
20.5 |
1.2% |
62% |
False |
False |
123,619 |
| 60 |
1,919.2 |
1,692.6 |
226.6 |
12.7% |
23.3 |
1.3% |
39% |
False |
False |
154,411 |
| 80 |
1,919.2 |
1,692.6 |
226.6 |
12.7% |
23.6 |
1.3% |
39% |
False |
False |
126,538 |
| 100 |
1,919.2 |
1,679.4 |
239.8 |
13.5% |
23.4 |
1.3% |
42% |
False |
False |
101,886 |
| 120 |
1,919.2 |
1,678.4 |
240.8 |
13.5% |
23.5 |
1.3% |
42% |
False |
False |
85,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,848.0 |
|
2.618 |
1,825.4 |
|
1.618 |
1,811.6 |
|
1.000 |
1,803.1 |
|
0.618 |
1,797.8 |
|
HIGH |
1,789.3 |
|
0.618 |
1,784.0 |
|
0.500 |
1,782.4 |
|
0.382 |
1,780.8 |
|
LOW |
1,775.5 |
|
0.618 |
1,767.0 |
|
1.000 |
1,761.7 |
|
1.618 |
1,753.2 |
|
2.618 |
1,739.4 |
|
4.250 |
1,716.9 |
|
|
| Fisher Pivots for day following 19-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,782.4 |
1,784.9 |
| PP |
1,781.7 |
1,783.3 |
| S1 |
1,780.9 |
1,781.8 |
|